I had this same problem. You need to open your internet service manager, select the web site you want to add the extentions to : You will see a list of web site's when you open the service manager. Right click on the site you want and select properties.

There will be series of tab windows. Select the one named "Home Directory"

In the middle of that DIrectory you will see a button named "Configuration" select that...

Now you should see all the associated files for your web server. You will need to add:

C:\bin\perl.exe %s %s and select the check box for script.

Also the index.htm page in the activestate perl help docs will give you more detail on this for other web server's as well..And for using mod_perl version of activestate.